| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
4,548.75 |
4,475.13 |
-73.62 |
-1.6% |
4,595.26 |
| High |
4,567.69 |
4,539.18 |
-28.51 |
-0.6% |
4,634.70 |
| Low |
4,491.06 |
4,436.54 |
-54.52 |
-1.2% |
4,485.50 |
| Close |
4,513.99 |
4,528.19 |
14.20 |
0.3% |
4,520.08 |
| Range |
76.63 |
102.64 |
26.01 |
33.9% |
149.20 |
| ATR |
58.22 |
61.39 |
3.17 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,809.22 |
4,771.35 |
4,584.64 |
|
| R3 |
4,706.58 |
4,668.71 |
4,556.42 |
|
| R2 |
4,603.94 |
4,603.94 |
4,547.01 |
|
| R1 |
4,566.07 |
4,566.07 |
4,537.60 |
4,585.01 |
| PP |
4,501.30 |
4,501.30 |
4,501.30 |
4,510.77 |
| S1 |
4,463.43 |
4,463.43 |
4,518.78 |
4,482.37 |
| S2 |
4,398.66 |
4,398.66 |
4,509.37 |
|
| S3 |
4,296.02 |
4,360.79 |
4,499.96 |
|
| S4 |
4,193.38 |
4,258.15 |
4,471.74 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,994.36 |
4,906.42 |
4,602.14 |
|
| R3 |
4,845.16 |
4,757.22 |
4,561.11 |
|
| R2 |
4,695.96 |
4,695.96 |
4,547.43 |
|
| R1 |
4,608.02 |
4,608.02 |
4,533.76 |
4,577.39 |
| PP |
4,546.76 |
4,546.76 |
4,546.76 |
4,531.45 |
| S1 |
4,458.82 |
4,458.82 |
4,506.40 |
4,428.19 |
| S2 |
4,397.56 |
4,397.56 |
4,492.73 |
|
| S3 |
4,248.36 |
4,309.62 |
4,479.05 |
|
| S4 |
4,099.16 |
4,160.42 |
4,438.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,612.62 |
4,436.54 |
176.08 |
3.9% |
71.91 |
1.6% |
52% |
False |
True |
|
| 10 |
4,634.70 |
4,436.54 |
198.16 |
4.4% |
59.25 |
1.3% |
46% |
False |
True |
|
| 20 |
4,694.13 |
4,436.54 |
257.59 |
5.7% |
51.58 |
1.1% |
36% |
False |
True |
|
| 40 |
4,694.13 |
4,344.15 |
349.98 |
7.7% |
48.20 |
1.1% |
53% |
False |
False |
|
| 60 |
4,694.13 |
4,344.15 |
349.98 |
7.7% |
46.24 |
1.0% |
53% |
False |
False |
|
| 80 |
4,694.13 |
4,344.15 |
349.98 |
7.7% |
46.06 |
1.0% |
53% |
False |
False |
|
| 100 |
4,694.13 |
4,280.95 |
413.18 |
9.1% |
45.57 |
1.0% |
60% |
False |
False |
|
| 120 |
4,694.13 |
4,280.95 |
413.18 |
9.1% |
44.44 |
1.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,975.40 |
|
2.618 |
4,807.89 |
|
1.618 |
4,705.25 |
|
1.000 |
4,641.82 |
|
0.618 |
4,602.61 |
|
HIGH |
4,539.18 |
|
0.618 |
4,499.97 |
|
0.500 |
4,487.86 |
|
0.382 |
4,475.75 |
|
LOW |
4,436.54 |
|
0.618 |
4,373.11 |
|
1.000 |
4,333.90 |
|
1.618 |
4,270.47 |
|
2.618 |
4,167.83 |
|
4.250 |
4,000.32 |
|
|